class: center, middle, inverse, title-slide # Feature-based Time Series Forecasting ### Thiyanga S. Talagala ### Forecasting for Social Good (F4SG): Democratising Forecasting --- <style> .center2 { margin: 0; position: absolute; top: 50%; left: 50%; -ms-transform: translate(-50%, -50%); transform: translate(-50%, -50%); } </style> <style type="text/css"> .remark-slide-content { font-size: 30px; } </style> ## Road map --- background-image: url(img/jhu.png) background-size: contain --- class: inverse, center, middle background-image: url(img/jhu.png) background-position: 50% 60%1 background-size: contain
Let's visualize the coronavirus pandemic!
--- background-image: url(img/coronavirus.png) background-size: 90px background-position: 100% 6% # Data: coronavirus package ```r install.packages("coronavirus") # devtools::install_github("RamiKrispin/coronavirus") ``` ```r library(coronavirus) head(coronavirus, 8) ``` ``` date province country lat long type cases 1 2020-01-22 Afghanistan 33.93911 67.70995 confirmed 0 2 2020-01-22 Albania 41.15330 20.16830 confirmed 0 3 2020-01-22 Algeria 28.03390 1.65960 confirmed 0 4 2020-01-22 Andorra 42.50630 1.52180 confirmed 0 5 2020-01-22 Angola -11.20270 17.87390 confirmed 0 6 2020-01-22 Antigua and Barbuda 17.06080 -61.79640 confirmed 0 7 2020-01-22 Argentina -38.41610 -63.61670 confirmed 0 8 2020-01-22 Armenia 40.06910 45.03820 confirmed 0 ``` ---
--- class: center, middle # What problems do you see in the plot? --- background-image: url(img/tukey.jpeg) background-size: 200px background-position: 100% 6% # Time series features - **Cognostics**: **Co**mputer-aided dia**gnostics** (John W. Tukey, 1985) - Characteristics of time series - Summary measures of time series **Basic Principle** - Transform a given time series `\(y=\{y_1, y_2, \cdots, y_n\}\)` into a feature vector `\(F = (f_1(y), f_2(y), \cdots, f_p(y))'\)`. --- ## Examples of time series features .pull-left[ - strength of trend - strength of seasonality - lag-1 autocorrelation - spectral entropy - proportion of zeros ] .pull-right[ ]